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Transformation of Non‐Normal Variables to Independent Normal Variables
There are many cases in structural reliability analysis where it is necessary to transform non‐normal random variables into independent standard normal random variables, and vice versa. When only the information of the first few moments is known, the transformation can be achieved by the so‐called pseudo normal transformation methods. This chapter introduces these transformation techniques in detail. For a single non‐normal random variable, the normal transformation and its inverse transformation can be realised by the normal tail transformation. When the joint probability density function of the correlated non‐normal random variables is known, the normal transformation and its inverse transformation can be realised by the Rosenblatt transformation. The chapter presents the transformation for correlated non‐normal random variables in detail using the statistical moments and correlation matrix of random variables.
Transformation of Non‐Normal Variables to Independent Normal Variables
There are many cases in structural reliability analysis where it is necessary to transform non‐normal random variables into independent standard normal random variables, and vice versa. When only the information of the first few moments is known, the transformation can be achieved by the so‐called pseudo normal transformation methods. This chapter introduces these transformation techniques in detail. For a single non‐normal random variable, the normal transformation and its inverse transformation can be realised by the normal tail transformation. When the joint probability density function of the correlated non‐normal random variables is known, the normal transformation and its inverse transformation can be realised by the Rosenblatt transformation. The chapter presents the transformation for correlated non‐normal random variables in detail using the statistical moments and correlation matrix of random variables.
Transformation of Non‐Normal Variables to Independent Normal Variables
Zhao, Yan‐Gang (author) / Lu, Zhao‐Hui (author)
Structural Reliability ; 253-306
2021-04-09
54 pages
Article/Chapter (Book)
Electronic Resource
English
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